FTSE 100 Index Future September 2021

Trading Metrics calculated at close of trading on 02-Sep-2021

Day Change Summary
	Previous	Current
	01-Sep-2021	02-Sep-2021	Change	Change %	Previous Week
Open	7,108.0	7,143.5	35.5	0.5%	7,090.0
High	7,174.0	7,170.5	-3.5	0.0%	7,144.5
Low	7,108.0	7,123.0	15.0	0.2%	7,053.5
Close	7,137.5	7,164.5	27.0	0.4%	7,134.0
Range	66.0	47.5	-18.5	-28.0%	91.0
ATR	72.3	70.5	-1.8	-2.4%	0.0
Volume	91,314	72,070	-19,244	-21.1%	311,122

Daily Pivots for day following 02-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	7,295.0	7,277.5	7,190.5
R3	7,247.5	7,230.0	7,177.5
R2	7,200.0	7,200.0	7,173.0
R1	7,182.5	7,182.5	7,169.0	7,191.0
PP	7,152.5	7,152.5	7,152.5	7,157.0
S1	7,135.0	7,135.0	7,160.0	7,144.0
S2	7,105.0	7,105.0	7,156.0
S3	7,057.5	7,087.5	7,151.5
S4	7,010.0	7,040.0	7,138.5

Weekly Pivots for week ending 27-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	7,383.5	7,350.0	7,184.0
R3	7,292.5	7,259.0	7,159.0
R2	7,201.5	7,201.5	7,150.5
R1	7,168.0	7,168.0	7,142.5	7,185.0
PP	7,110.5	7,110.5	7,110.5	7,119.0
S1	7,077.0	7,077.0	7,125.5	7,094.0
S2	7,019.5	7,019.5	7,117.5
S3	6,928.5	6,986.0	7,109.0
S4	6,837.5	6,895.0	7,084.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	7,174.0	7,076.0	98.0	1.4%	61.5	0.9%	90%	False	False	77,698
10	7,174.0	6,970.5	203.5	2.8%	69.5	1.0%	95%	False	False	80,457
20	7,189.0	6,970.5	218.5	3.0%	63.0	0.9%	89%	False	False	75,216
40	7,189.0	6,735.5	453.5	6.3%	75.0	1.1%	95%	False	False	85,094
60	7,189.0	6,735.5	453.5	6.3%	74.0	1.0%	95%	False	False	94,076
80	7,189.0	6,733.0	456.0	6.4%	68.0	0.9%	95%	False	False	71,042
100	7,189.0	6,733.0	456.0	6.4%	61.5	0.9%	95%	False	False	56,875
120	7,189.0	6,511.0	678.0	9.5%	55.5	0.8%	96%	False	False	47,435

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	17.9
Narrowest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	7,372.5
2.618	7,295.0
1.618	7,247.5
1.000	7,218.0
0.618	7,200.0
HIGH	7,170.5
0.618	7,152.5
0.500	7,147.0
0.382	7,141.0
LOW	7,123.0
0.618	7,093.5
1.000	7,075.5
1.618	7,046.0
2.618	6,998.5
4.250	6,921.0

Fisher Pivots for day following 02-Sep-2021
Pivot	1 day	3 day
R1	7,158.5	7,151.5
PP	7,152.5	7,138.0
S1	7,147.0	7,125.0

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols